Morgan Stanley : Model Monitoring-Analyst/Associate

Morgan Stanley

2 - 6 years

17 - 25 Lacs

mumbai

Posted:1 day ago| Platform:

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Skills Required

mpor counterparty credit risk model monitoring var ead risk modeling monte carlo simulation pfe sql vba eepe otc derivatives mta python

Work Mode

Hybrid

Job Type

Full Time

Job Description

CRM seeks an associate/analyst to join its Credit Risk Department responsible for key regulatory projects, process enhancements, internal exposure model frameworks and change management. The associate will collaborate closely with colleagues in London to execute on the teams objectives.

Primary Responsibilities

Lead data quality enhancements for model inputs used in counterparty credit exposure calculations, including CE, PFE, and EAD metrics.
Maintain and monitor the MPoR (Margin Period of Risk) framework, ensuring alignment with regulatory standards and exposure methodologies.
Implement new controls on simulation model parameters such as volatilities, correlations, and risk factors, supporting Monte Carlo and scenario-based exposure modeling.
Evaluate proposals aimed at optimizing regulatory capital requirements.
Provide ad hoc portfolio analysis and risk insights to credit professionals and senior management, especially during periods of market volatility or regulatory review.
Collaborate with Credit Risk Analytics and IT teams to validate model implementations, conduct impact testing, and ensure consistency across simulation paths and pricing models.
Escalate data integrity issues to the Data Control team and Agile IT squads and support remediation efforts through structured diagnostics and stakeholder coordination.

Skills & Experience

Bachelor’s degree in Finance, Computer Science, Engineering, or a related quantitative discipline.
Hands-on experience in counterparty credit risk exposure calculations under both IMM and standardized approaches.
Strong product knowledge across OTC derivatives and SFTs, with familiarity in MPoR, WWR (Wrong Way Risk), and collateral margining frameworks.
Advanced proficiency in Python for data analysis, automation, and model validation. Demonstrated ability to manage GitHub repositories for version control, collaborative development, and code reviews.
Skilled in SQL and Microsoft Office for data extraction, reporting, and portfolio diagnostics.
Proven ability to analyze large datasets, identify exposure trends, and communicate findings effectively.
Detail-oriented with strong organizational skills and the ability to manage multiple priorities in a fast-paced environment.
Excellent verbal and written communication skills, with a collaborative mindset for cross-functional engagement across geographies.
At least 3 years of relevant experience.

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